Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 2.85% | 0.65 CHF | 0.66 CHF | 89'000 | 89'000 | 40'094 | 40'094 | 25'833 CHF | 26'455 CHF | 99.75% | 99.75% |
18.12.2024 | 2.56% | 0.70 CHF | 0.71 CHF | 88'000 | 88'000 | 39'574 | 39'574 | 27'494 CHF | 28'092 CHF | 99.18% | 99.18% |
17.12.2024 | 2.85% | 0.70 CHF | 0.71 CHF | 88'000 | 88'000 | 40'020 | 40'020 | 25'968 CHF | 26'576 CHF | 100.00% | 100.00% |
16.12.2024 | 2.61% | 0.70 CHF | 0.71 CHF | 88'000 | 88'000 | 39'939 | 39'939 | 27'689 CHF | 28'297 CHF | 99.90% | 99.90% |
13.12.2024 | 2.43% | 0.73 CHF | 0.74 CHF | 88'000 | 88'000 | 39'365 | 39'365 | 28'502 CHF | 29'100 CHF | 100.00% | 100.00% |
12.12.2024 | 2.65% | 0.72 CHF | 0.73 CHF | 88'000 | 88'000 | 39'899 | 39'899 | 27'702 CHF | 28'310 CHF | 100.00% | 100.00% |
11.12.2024 | 2.74% | 0.70 CHF | 0.71 CHF | 89'000 | 89'000 | 40'180 | 40'180 | 26'748 CHF | 27'358 CHF | 100.00% | 100.00% |
10.12.2024 | 2.84% | 0.62 CHF | 0.63 CHF | 91'000 | 91'000 | 40'909 | 40'909 | 25'024 CHF | 25'644 CHF | 100.00% | 100.00% |
09.12.2024 | 2.84% | 0.63 CHF | 0.64 CHF | 91'000 | 91'000 | 40'956 | 40'956 | 25'259 CHF | 25'880 CHF | 100.00% | 100.00% |
06.12.2024 | 2.68% | 0.65 CHF | 0.66 CHF | 91'000 | 91'000 | 40'614 | 40'614 | 26'981 CHF | 27'596 CHF | 100.00% | 100.00% |